Edge selection for undirected graphs

DOI10.1080/00949655.2018.1511714MaRDI QIDQ4960765zbMATH OpenOpenAlexWikidataFDO

Authors Meng Hwee Victor Ong, Sanjay Chaudhuri, Turlach, Berwin A.

Publication date 23 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2018.1511714

zbMATH Keywords

model selectionLASSOundirected graphLARSedge selectiongroup LARS

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 3624650 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3430667 (Why is no real title available?)
• scientific article; zbMATH DE number 227006 (Why is no real title available?)
• A SINful approach to Gaussian graphical model selection
• A computationally fast alternative to cross-validation in penalized Gaussian graphical models
• A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
• A new approach to variable selection in least squares problems
• Covariance matrix selection and estimation via penalised normal likelihood
• First-Order Methods for Sparse Covariance Selection
• Gaussian Markov distributions over finite graphs
• Gaussian graphical model estimation with false discovery rate control
• Group variable selection for data with dependent structures
• High-dimensional covariance estimation based on Gaussian graphical models
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• High-dimensional graphs and variable selection with the Lasso
• Learning graphical models with hubs
• Least angle regression. (With discussion)
• Model Selection and Estimation in Regression with Grouped Variables
• Model selection and estimation in the Gaussian graphical model
• Model selection for Gaussian concentration graphs
• Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
• Partial correlation estimation by joint sparse regression models
• Pathwise coordinate optimization
• Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
• Sparse inverse covariance estimation with the graphical lasso
• The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Describes a project that uses

Uses Software

• ES
• hglasso
• glasso

This page was built for publication: Edge selection for undirected graphs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4960765)